Anic Equity¶

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Total return since start: 0.718 %¶

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Equity now: -----------------------------> 52492.99 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46128.04 Kr¶

PnL: ---------------------------------------> -594.56 Kr¶

DD now: ---------------------------------> -1.181 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 16:17:59.402921'

Anic Portfolio¶

Today¶

Return: -0.087 %¶

This Week¶

Return: -1.08 %¶

Total portfolio value¶

Return including deposits: 71.849 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 5.880000 4573.800000 253.800000 5.880000 4320.000000
Nederman Holding 11 2.270000 2233.000000 49.500000 2.270000 2183.500000
BHG Group 49 4.990000 669.830000 30.830000 4.820000 638.999984
NCC B 7 2.880000 663.600000 9.600000 1.470000 653.999997
SynAct Pharma 9 0.980000 651.600000 6.600000 1.020000 645.000003
Nolato B 12 0.460000 648.600000 3.000000 0.460000 645.600000
SCA A 4 -0.530000 599.200000 0.200000 0.030000 599.000000
BONESUPPORT HOLDING 10 -0.160000 1223.000000 -1.000000 -0.080000 1224.000000
Addnode Group B 6 -0.160000 748.800000 -1.200000 -0.160000 750.000000
Sdiptech B 3 1.330000 820.800000 -1.200000 -0.150000 822.000000
NCC A 6 -0.200000 597.600000 -1.400000 -0.230000 598.999998
Embracer Group B 26 1.500000 659.880000 -2.120000 -0.320000 661.999988
Addtech B 3 0.090000 697.800000 -2.200000 -0.310000 699.999999
Investor B 3 -0.370000 653.100000 -2.400000 -0.370000 655.500000
Profoto Holding 7 0.980000 579.600000 -2.400000 -0.410000 581.999999
Sampo Oyj SDB 1 1.410000 502.000000 -3.000000 -0.590000 505.000000
Latour B 2 0.040000 445.600000 -3.400000 -0.760000 449.000000
Balco Group 39 1.800000 1870.050000 -4.950000 -0.260000 1874.999997
Biotage 4 -1.260000 596.400000 -6.600000 -1.090000 603.000000
Eastnine 6 -1.460000 649.200000 -7.800000 -1.190000 657.000000
Humana 40 0.360000 664.000000 -10.000000 -1.480000 674.000000
Indutrade 5 -0.570000 1305.500000 -14.500000 -1.100000 1320.000000
Fortnox 10 -0.850000 649.400000 -18.600000 -2.780000 668.000000
Lime Technologies 2 4.590000 570.000000 -23.000000 -3.880000 593.000000
Vitrolife 3 -1.100000 646.200000 -30.800000 -4.550000 677.000001
Volati 5 0.000000 540.000000 -34.000000 -5.920000 574.000000
Xvivo Perfusion 3 -2.190000 805.500000 -39.500000 -4.670000 845.000001
Lundin Gold 7 -0.890000 932.400000 -41.600000 -4.270000 973.999999
Creades A 7 -8.110000 562.800000 -48.200000 -7.890000 610.999998
Investor A 16 -0.370000 3491.200000 -53.800000 -1.520000 3545.000000
Ambea 68 -0.870000 2479.280000 -57.720000 -2.280000 2537.000032
Gaming Innovation Group 161 -0.780000 4105.500000 -82.500000 -1.970000 4187.999942
New Wave B 20 0.420000 3830.000000 -86.000000 -2.200000 3916.000000
Wästbygg Gruppen B 80 -1.140000 2784.000000 -87.000000 -3.030000 2871.000000
Bactiguard Holding B 37 -11.060000 2678.800000 -281.200000 -9.500000 2960.000000
TOTAL 46128.040000 -594.560000 -1.18102% 46722.599938

Updated:¶

'2023-06-09 16:18:19.047348'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶